VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 151,504
COMMITMENTS
12,552 22,466 31,732 91,648 85,276 135,932 139,474 15,572 12,030
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 2,273)
2,595 635 -1,466 307 5,727 1,436 4,896 837 -2,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 14.8 20.9 60.5 56.3 89.7 92.1 10.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 27 36 25 32 70 80
Updated December 17, 2010